Construction of Computer Experiment Designs from Marked Point Processes
Keywords:
Experiment Designs, Computer Experiment Designs, Point Processes, Marked Point Processes, Markov Chain Monte Carlo (MCMC) Method, Metropolis-Hastings algorithm.Abstract
This article presents a method for constructing computer experiment designs. This methodis based on the theory of stochastic processes, particularly two-type marked point processes. The designs obtained using the Monte Carlo Markov Chain (MCMC) method and the Metropolis-Hastings algorithm are highly adaptable and can, therefore, address various objectives. A detailed study on the convergence of the Markov chain has been conducted. A comparison between our approach and other existing Computer designs has been performed.